0.25Open0.30Pre Close539 Volume450 Open Interest2.50Strike Price11.71KTurnover113.91%IV2.61%PremiumDec 6, 2024Expiry Date0.20Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.7378Delta1.1901Gamma9.58Leverage Ratio-0.0113Theta-0.0002Rho-7.07Eff Leverage0.0008Vega